+519.2%
GS vs CLSK
-63.6%
+582.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.9% | +8.8% | -7.9% | +0.7% |
| 30D | -1.6% | -6.0% | +4.4% | -1.5% |
| 3M | -4.5% | -24.4% | +19.9% | -4.1% |
| 6M | +20.9% | +19.0% | +1.8% | +20.2% |
| YTD | +19.9% | +25.4% | -5.5% | +18.9% |
| 1Y | +41.4% | +39.8% | +1.7% | +39.6% |
| 3Y | +239.2% | +177.7% | +61.5% | +227.9% |
| 5Y | +185.0% | -11.0% | +196.1% | +175.6% |
| All | +519.2% | -63.6% | +582.9% | +495.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling